Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
AXA SA/Allianz SE/Assicurazioni Generali S.p.A.

ISIN: CH1252911545 Security: 125291154 Symbol: Z07S9Z Life cycle
Secondary market

Bid Price 106.47%

Ask Price 106.97%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A34.226.37EUR26.37
(100.00%)
22.89%14.767
(56.00%)
56.82%37.9219
Allianz N291.1210.00EUR210.00
(100.00%)
27.86%117.600
(56.00%)
59.60%4.7619
Assicuraz.Gen.A26.75518.665EUR18.67
(100.00%)
30.24%10.452
(56.00%)
60.93%53.5762

Reference data

ISIN CH1252911545
Security 125291154
Symbol Z07S9Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.3.73%
Premium portion p.a.3.27%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued coupon6.38%

Life cycle

Issue price100.00%
Initial fixing date19.06.2023
Payment day23.06.2023
First trading day23.06.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term27
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 29.69%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.73%
Cash value of fixed income investment upon issue94.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading